3 papers
math.NA2025
Quasi-Monte Carlo time-splitting methods for the Schrödinger equation with Gaussian random potential
Zhizhang Wu, Zhiwen Zhang, Xiaofei Zhao
In this paper, we study the Schrödinger equation with a Gaussian random potential (SE-GP) and develop an efficient numerical method to approximate the expectation of physical obser…
math.NA2024
Computing large deviation rate functions of entropy production for diffusion processes by an interacting particle method
Zhizhang Wu, Renaud Raquépas, Jack Xin +1
We develop an interacting particle method (IPM) for computing the large deviation rate function of entropy production for diffusion processes, with emphasis on the vanishing-noise…
math.NA2023
Error estimate of a quasi-Monte Carlo time-splitting pseudospectral method for nonlinear Schrodinger equation with random potentials
Zhizhang Wu, Zhiwen Zhang, Xiaofei Zhao
In this paper, we consider the numerical solution of a nonlinear Schrodinger equation with spatial random potential. The randomly shifted quasi-Monte Carlo (QMC) lattice rule combi…